Anic Equity¶

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Total return since start: 0.556 %¶

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Equity now: -----------------------------> 47533.47 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46139.1 Kr¶

PnL: ---------------------------------------> -749.47 Kr¶

DD now: ---------------------------------> -2.255 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-13 13:11:58.768724'

Anic Portfolio¶

Today¶

Return: -0.708 %¶

This Week¶

Return: -1.297 %¶

Total¶

Return: 55.612 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Beijer Electronics Group 26 -2.570000 3156.400000 185.400000 6.240000 2971.000006
HEBA B 70 -1.500000 2754.500000 118.500000 4.500000 2636.000010
Corem Property Group B 59 0.000000 657.850000 80.850000 14.010000 576.999999
Samhällsbyggnadsbo. i Norden B 20 1.790000 433.000000 78.000000 21.970000 355.000000
HMS Networks 2 -1.120000 707.600000 34.600000 5.140000 673.000000
Samhällsbyggnadsbo. i Norden D 12 3.190000 263.760000 17.760000 7.220000 246.000000
Eastnine 4 -0.630000 506.400000 15.400000 3.140000 491.000000
Midsona B 63 -1.250000 597.240000 14.240000 2.440000 582.999984
Norva24 Group 16 -3.330000 556.800000 13.800000 2.540000 543.000000
OEM International B 7 -1.400000 541.100000 13.100000 2.480000 527.999997
Coor Service Management Hold. 8 0.070000 544.800000 12.800000 2.410000 532.000000
Resurs Holding 22 0.490000 586.520000 12.520000 2.180000 573.999998
Intrum 4 -0.450000 533.600000 6.600000 1.250000 527.000000
Fastighetsbolag. Emilshus Pref 21 -2.530000 567.000000 5.000000 0.890000 562.000005
Karnov Group 9 1.530000 539.100000 3.100000 0.580000 536.000004
AcadeMedia 12 0.560000 558.000000 1.000000 0.180000 557.000004
Creaspac SPAC 6 0.100000 577.800000 0.800000 0.140000 577.000002
Handelsbanken A 5 -1.890000 546.500000 0.500000 0.090000 546.000000
Essity B 2 -1.140000 573.400000 -0.600000 -0.100000 574.000000
MedCap 2 -2.560000 419.000000 -2.000000 -0.480000 421.000000
Nordea Bank Abp 29 -1.210000 3448.680000 -5.320000 -0.150000 3453.999992
Swedbank A 3 -2.030000 558.600000 -5.400000 -0.960000 564.000000
Securitas B 6 -0.630000 563.400000 -6.600000 -1.160000 570.000000
Essity A 4 -0.700000 1142.000000 -7.000000 -0.610000 1149.000000
CTEK 13 1.060000 518.570000 -15.430000 -2.890000 533.999999
FM Mattsson Mora Group B 50 -0.170000 2895.000000 -32.000000 -1.090000 2927.000000
Vivesto 1368 1.330000 560.880000 -52.120000 -8.500000 612.999432
Boozt 12 -2.280000 1593.600000 -60.400000 -3.650000 1653.999996
International Petroleum Corp. 5 2.050000 523.000000 -71.570000 -12.040000 594.565215
SAAB B 8 -0.610000 3280.000000 -97.000000 -2.870000 3377.000000
Sampo Oyj SDB 7 -0.830000 3745.000000 -105.000000 -2.730000 3850.000000
OX2 18 -0.700000 1533.600000 -130.400000 -7.840000 1663.999992
Axfood 13 -0.330000 3567.200000 -188.800000 -5.030000 3756.000001
Fasadgruppen Group 35 -0.390000 3542.000000 -269.000000 -7.060000 3810.999990
Ovzon 52 0.690000 3047.200000 -314.800000 -9.360000 3361.999992
TOTAL 46139.100000 -749.470000 -2.25462% 46888.564618

Updated:¶

'2023-01-13 13:12:11.362011'
None

Last optimization/rebalancing:¶

'2022-12-04'

Next optimization/rebalancing:¶

'2023-01-13'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶